+1,657.0%
GSK vs UDR
+2,856.1%
-1,199.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -4.2% | -2.1% | -2.1% | -3.8% |
| 30D | -7.5% | -5.6% | -1.9% | -6.4% |
| 3M | -3.3% | -5.8% | +2.5% | -2.1% |
| 6M | -9.3% | -1.1% | -8.2% | -9.2% |
| YTD | +1.6% | +1.6% | 0.0% | +1.1% |
| 1Y | +25.5% | -2.7% | +28.2% | +25.9% |
| 3Y | +49.3% | +6.3% | +43.0% | +46.0% |
| 5Y | +46.7% | -19.3% | +66.0% | +50.5% |
| 10Y | +76.8% | +46.0% | +30.8% | +56.7% |
| All | +1,657.0% | +2,856.1% | -1,199.2% | +765.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling